+47.1%
CSX vs MTUM
+9.7%
+37.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.9% |
| 7D | +0.1% | -10.1% | +10.2% | +1.5% |
| 30D | +9.7% | -15.6% | +25.3% | +12.4% |
| 3M | +2.3% | -12.7% | +15.0% | +4.0% |
| 6M | +17.1% | -3.7% | +20.8% | +13.5% |
| YTD | +44.9% | +9.4% | +35.4% | +32.4% |
| 1Y | +47.1% | +10.2% | +36.9% | +33.6% |
| All | +47.1% | +9.7% | +37.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling